Issue with the Connect Line Tool

[micheus]

But what about the contour and dx commands, just before this. The circularize alone does not give the protruding cylinder.

Sorry, I read the tutorial too fast and didn't pay the needed attention to this.

You were almost right in this comment:

This tutorial requires you to "Select a region of the cylinder, and make a contour with 0 value. Then requires you to hit tab and set Dx to 0". Now my problem is that there is no contour tool and what is dx! The inset tool doesn't seem to do the same job. Just a simple sentence telling me how can I achieve the same result without the tool would be much appreciated!

Yes, the Contour was an old tool (I found a video about it from 2008 - before I start with Wings3D). It seems to have became the Inset command.

Inset is a powerful command in my opinion I use it a lot.
Remember: pay attention to the Information Line during your process of choose an item from the menu: you will noticed you have three options (types) for Inset command depending on you click the mouse with [LMB], [MMB] or [RMB]. You probably used the LMB option that plays with every face. For this case you are looking for RMB option.

Take a time to watch some poor videos I did about this command (there are four). These (silly) videos can show you a little about the options available and where in the Wings3D UI you have to pay attention for its feedback.